Testing this myself, any USSD code that begins with * # launches the device's dialler with no characters dialled. Looking at the list of codes: http://umitem.blogspot.com.au/2010/10/samsung-galaxy-s-i9000...

The factory reset appears to be the only USSD "auto dialled" code that doesn't begin with *#. Which is rather unfortunate.

Edit: Actually, the IMEI code works on the Galaxy S2 running 2.3 (just tested) but not the Galaxy S3 running 4.0. My above comment refers to the S3.

You need to replace # with %23

I did replace the # with %23 in my testing, it works on the S2 but not the S3. You can view for yourself at: http://kristofferr.com/samsung.html

<!DOCTYPE html> Seconded. This works beautifully as proof-of-concept against my S2 and a colleagues random HTC phone.

<html> <frameset> <frame src="tel:*%2306%23" /> </frameset> </html>